MBS hedging - Quant版 - 未名存档

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Quant版 - MBS hedging

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l****u 发帖数: 84	1 New to this area. Just heard of that to hedge prepayment risk of MBS, issuance of option embeded bond is one of the solutions. Just don't know how this work. Any big cow can shed light on this? Thanks
d******r 发帖数: 193	2 consider longing the MBS as selling a put option on interest rate

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话题: mbs话题: just话题: hedging话题: any话题: new